+40.0%
ICE vs SYY
+20.0%
+20.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.7% |
| 7D | -5.3% | +1.5% | -6.9% | -5.7% |
| 30D | +3.0% | -2.3% | +5.3% | +3.6% |
| 3M | +11.4% | +5.5% | +5.9% | +9.7% |
| 6M | -2.0% | -1.0% | -1.1% | -2.4% |
| YTD | -3.1% | +14.1% | -17.2% | -8.5% |
| 1Y | -8.4% | +5.6% | -13.9% | -11.1% |
| 3Y | +40.7% | +27.9% | +12.9% | +25.2% |
| 5Y | +40.0% | +22.7% | +17.2% | +25.6% |
| All | +40.0% | +20.0% | +20.0% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SYY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling